covariance: Well-conditioned estimation of large-dimensional covariance matrices

[ gpl, library, math, statistics ] [ Propose Tags ]

Please see the README on GitHub at https://github.com/dschrempf/covariance#readme

Modules

[Index] [Quick Jump]

Downloads

Maintainer's Corner

For package maintainers and hackage trustees

Candidates

Versions [RSS] 0.1.0.0, 0.1.0.1, 0.1.0.2, 0.1.0.3, 0.1.0.4, 0.1.0.5, 0.1.0.6, 0.2.0.0
Change log CHANGELOG.md
Dependencies base (>=4 && <5), glasso, hmatrix, statistics, vector [details]
License GPL-3.0-or-later
Author Dominik Schrempf
Maintainer dominik.schrempf@gmail.com
Category Math , Statistics
Home page https://github.com/dschrempf/covariance
Uploaded by dschrempf at 2021-09-16T19:07:19Z
Distributions LTSHaskell:0.1.0.6, NixOS:0.1.0.6, Stackage:0.2.0.0
Downloads 380 total (11 in the last 30 days)
Rating (no votes yet) [estimated by Bayesian average]
Your Rating
  • λ
  • λ
  • λ
Status Docs available [build log]
Last success reported on 2021-09-16 [all 1 reports]